中文
相关论文

相关论文: Constrained Stochastic Optimal Control with a Base…

200 篇论文

We study policy optimization problems for deterministic Markov decision processes (MDPs) with metric state and action spaces, which we refer to as Metric Policy Optimization Problems (MPOPs). Our goal is to establish theoretical results on…

最优化与控制 · 数学 2022-07-14 Victor D. Dorobantu , Kamyar Azizzadenesheli , Yisong Yue

We study discrete-time discounted constrained Markov decision processes (CMDPs) on Borel spaces with unbounded reward functions. In our approach the transition probability functions are weakly or set-wise continuous. The reward functions…

最优化与控制 · 数学 2019-03-29 Eugene A. Feinberg , Anna Jaśkiewicz , Andrzej S. Nowak

Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…

机器学习 · 计算机科学 2023-03-06 Vincent Corlay , Jean-Christophe Sibel

We consider the problem of designing a control policy for an infinite-horizon discounted cost Markov decision process $\mathcal{M}$ when we only have access to an approximate model $\hat{\mathcal{M}}$. How well does an optimal policy…

最优化与控制 · 数学 2024-02-15 Berk Bozkurt , Aditya Mahajan , Ashutosh Nayyar , Yi Ouyang

Designing a safe policy for uncertain environments is crucial in real-world control systems. However, this challenge remains inadequately addressed within the Markov decision process (MDP) framework. This paper presents the first algorithm…

Configurable Markov Decision Processes (Conf-MDPs) have recently been introduced as an extension of the traditional Markov Decision Processes (MDPs) to model the real-world scenarios in which there is the possibility to intervene in the…

机器学习 · 计算机科学 2024-02-22 Alberto Maria Metelli

We present a method for a certain class of Markov Decision Processes (MDPs) that can relate the optimal policy back to one or more reward sources in the environment. For a given initial state, without fully computing the value function,…

机器学习 · 计算机科学 2018-06-12 Josh Bertram , Peng Wei

We are interested in risk constraints for infinite horizon discrete time Markov decision processes (MDPs). Starting with average reward MDPs, we show that increasing concave stochastic dominance constraints on the empirical distribution of…

最优化与控制 · 数学 2012-06-21 William B. Haskell , Rahul Jain

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

We investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…

机器学习 · 统计学 2021-10-26 Aymen Al Marjani , Aurélien Garivier , Alexandre Proutiere

In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…

机器学习 · 计算机科学 2020-10-13 Reazul Hasan Russel , Mouhacine Benosman , Jeroen Van Baar

We address the problem of computing reliable policies in reinforcement learning problems with limited data. In particular, we compute policies that achieve good returns with high confidence when deployed. This objective, known as the…

机器学习 · 计算机科学 2021-03-01 Bahram Behzadian , Reazul Hasan Russel , Marek Petrik , Chin Pang Ho

Markov decision processes (MDPs) describe sequential decision-making processes; MDP policies return for every state in that process an advised action. Classical algorithms can efficiently compute policies that are optimal with respect to,…

计算机科学中的逻辑 · 计算机科学 2025-05-23 Roman Andriushchenko , Milan Češka , Sebastian Junges , Filip Macák

This paper studies the remote estimation of multiple Markov sources over a lossy and rate-constrained channel. Unlike most existing studies that treat all source states equally, we exploit the \emph{semantics of information} and consider…

系统与控制 · 电气工程与系统科学 2025-05-22 Jiping Luo , Nikolaos Pappas

We study the problem of synthesizing a controller that maximizes the entropy of a partially observable Markov decision process (POMDP) subject to a constraint on the expected total reward. Such a controller minimizes the predictability of…

最优化与控制 · 数学 2021-05-18 Yagiz Savas , Michael Hibbard , Bo Wu , Takashi Tanaka , Ufuk Topcu

We study \emph{online episodic Constrained Markov Decision Processes} (CMDPs) under both stochastic and adversarial constraints. We provide a novel algorithm whose guarantees greatly improve those of the state-of-the-art best-of-both-worlds…

In this paper we consider the problem of computing an $\epsilon$-optimal policy of a discounted Markov Decision Process (DMDP) provided we can only access its transition function through a generative sampling model that given any…

最优化与控制 · 数学 2019-06-07 Aaron Sidford , Mengdi Wang , Xian Wu , Lin F. Yang , Yinyu Ye

Markov Decision Problems (MDPs) provide a foundational framework for modelling sequential decision-making across diverse domains, guided by optimality criteria such as discounted and average rewards. However, these criteria have inherent…

人工智能 · 计算机科学 2025-08-26 Dibyangshu Mukherjee , Shivaram Kalyanakrishnan

Constrained Markov Decision Process (CMDP) is a natural framework for reinforcement learning tasks with safety constraints, where agents learn a policy that maximizes the long-term reward while satisfying the constraints on the long-term…

人工智能 · 计算机科学 2018-02-20 Qingkai Liang , Fanyu Que , Eytan Modiano

Safe Policy Improvement (SPI) aims at provable guarantees that a learned policy is at least approximately as good as a given baseline policy. Building on SPI with Soft Baseline Bootstrapping (Soft-SPIBB) by Nadjahi et al., we identify…

机器学习 · 计算机科学 2022-08-02 Philipp Scholl , Felix Dietrich , Clemens Otte , Steffen Udluft